+424.5%
BLDR vs NTNX
+148.8%
+275.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -8.2% | -3.1% | -5.1% | -7.6% |
| 30D | -16.6% | +2.0% | -18.6% | -17.0% |
| 3M | -23.2% | +34.0% | -57.1% | -27.9% |
| 6M | -33.7% | +72.4% | -106.1% | -41.8% |
| YTD | -41.3% | +27.5% | -68.9% | -45.3% |
| 1Y | -58.8% | -18.7% | -40.1% | -57.8% |
| 3Y | -57.5% | +80.8% | -138.2% | -65.3% |
| 5Y | +12.9% | +54.5% | -41.6% | -9.1% |
| All | +424.5% | +148.8% | +275.7% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling